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C. Klüppelberg, A. Lindner and R. A. Maller, “Continuous Time Volatility Modeling: COGARCH versus Ornstein-Uhlenbeck Models,” In: Y. Ka-banov, R. Liptser, and J. Stoyanov, Eds., Stochastic Calculus to Mathematical Finance, The Shiryaev Festschrift, Springer, Berlin, 2006, pp. 393-419.
doi:10.1007/978-3-540-30788-4_21
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